Pin-pointing solution of ill-conditioned square systems of linear equations

K. Y. Volokh, O. Vilnay

Research output: Contribution to journalArticlepeer-review

14 Scopus citations

Abstract

A new method is proposed for an accurate solution of nearly singular systems of linear equations. The method uses the truncated singular value decomposition of the initial coefficient matrix at the first stage and the Gaussian elimination procedure for a well-conditioned reduced system of linear equations at the last stage. In contrast to various regularization techniques, the method does not require any additional physical information on the problem.

Original languageEnglish
Article number00000860
Pages (from-to)119-124
Number of pages6
JournalApplied Mathematics Letters
Volume13
Issue number7
DOIs
StatePublished - 1 Jan 2000
Externally publishedYes

Keywords

  • Accuracy
  • Hilbert matrix
  • Ill-conditioned systems
  • Nullspace
  • Singular value decomposition

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